For example your CPU is an 125 Watt CPU (TDP).
Look at https://www.newegg.com/Product/Product.aspx?Item=N82E16835103099 and it's rating is 180 Watts TDP.
Be sure your heatsink TDP is always more than the CPU's TDP. It's that simple. After that you check reviews, mechanical clearances and price then decide.
Is this acceptable ?
Hyper TX3 EVO
Cooler FORTRON AC 401-4 PIPES
Cooler be quiet! PURE ROCK